+18.0%
VMC vs UDR
+4.1%
+13.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | -5.3% | -3.3% | -2.1% | -4.3% |
| 30D | -12.3% | -5.6% | -6.6% | -10.6% |
| 3M | -10.3% | -9.4% | -0.9% | -7.2% |
| 6M | -8.6% | -3.0% | -5.6% | -7.6% |
| YTD | -11.9% | -0.4% | -11.5% | -11.9% |
| 1Y | -13.9% | -5.1% | -8.8% | -12.6% |
| All | +18.0% | +4.1% | +13.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling